Anic Equity¶

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Total return since start: 0.569 %¶

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Equity now: -----------------------------> 47912.54 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46517.59 Kr¶

PnL: ---------------------------------------> -370.98 Kr¶

DD now: ---------------------------------> -1.475 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-23 17:06:46.182649'

Anic Portfolio¶

Today¶

Return: -0.001 %¶

This Week¶

Return: -0.001 %¶

Total¶

Return: 56.853 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 2.150000 3213.600000 242.600000 8.170000 2971.000006
HEBA B 70 2.030000 2810.500000 174.500000 6.620000 2636.000010
Corem Property Group B 59 3.370000 634.250000 57.250000 9.920000 576.999999
AcadeMedia 12 1.740000 603.600000 46.600000 8.370000 557.000004
HMS Networks 2 4.960000 718.800000 45.800000 6.810000 673.000000
MedCap 2 4.270000 464.000000 43.000000 10.210000 421.000000
Samhällsbyggnadsbo. i Norden B 20 4.390000 397.300000 42.300000 11.920000 355.000000
FM Mattsson Mora Group B 50 -0.340000 2965.000000 38.000000 1.300000 2927.000000
Boozt 12 0.140000 1688.400000 34.400000 2.080000 1653.999996
Resurs Holding 22 0.330000 603.020000 29.020000 5.060000 573.999998
Norva24 Group 16 0.570000 563.200000 20.200000 3.720000 543.000000
SAAB B 8 -1.260000 3396.800000 19.800000 0.590000 3377.000000
OEM International B 7 0.130000 546.700000 18.700000 3.540000 527.999997
Intrum 4 1.790000 545.600000 18.600000 3.530000 527.000000
Eastnine 4 0.000000 508.800000 17.800000 3.630000 491.000000
Fastighetsbolag. Emilshus Pref 21 1.670000 576.450000 14.450000 2.570000 562.000005
Coor Service Management Hold. 8 1.940000 545.600000 13.600000 2.560000 532.000000
Securitas B 6 2.850000 580.080000 10.080000 1.770000 570.000000
Karnov Group 9 0.330000 542.700000 6.700000 1.250000 536.000004
Swedbank A 3 0.320000 569.100000 5.100000 0.900000 564.000000
CTEK 13 1.500000 537.940000 3.940000 0.740000 533.999999
Samhällsbyggnadsbo. i Norden D 12 3.090000 248.400000 2.400000 0.980000 246.000000
Handelsbanken A 5 0.230000 545.250000 -0.750000 -0.140000 546.000000
Creaspac SPAC 6 -0.310000 576.000000 -1.000000 -0.170000 577.000002
Nordea Bank Abp 29 -0.020000 3448.100000 -5.900000 -0.170000 3453.999992
Midsona B 63 2.470000 573.930000 -9.070000 -1.560000 582.999984
Essity B 2 -2.250000 564.400000 -9.600000 -1.670000 574.000000
Essity A 4 -1.910000 1128.000000 -21.000000 -1.830000 1149.000000
International Petroleum Corp. 5 4.650000 573.500000 -21.070000 -3.540000 594.565215
Sampo Oyj SDB 7 -1.090000 3801.000000 -49.000000 -1.270000 3850.000000
Vivesto 1368 -0.690000 552.670000 -60.330000 -9.840000 612.999432
Axfood 13 -0.250000 3651.700000 -104.300000 -2.780000 3756.000001
OX2 18 -0.750000 1438.200000 -225.800000 -13.570000 1663.999992
Fasadgruppen Group 35 0.200000 3493.000000 -318.000000 -8.340000 3810.999990
Ovzon 52 1.080000 2912.000000 -450.000000 -13.380000 3361.999992
TOTAL 46517.590000 -370.980000 -1.47512% 46888.564618

Updated:¶

'2023-01-23 17:06:58.744365'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶